Loading Map Files

I don't know what files ArcGIS can read but, I have about 2TB of MapData and I want to use ArcGIS to display it. I already have all of the code setup and I used the Local Cache tutorial to do it. However, when I reference my map data, it says there is no Map Data to read? Does anyone know what other map files it can read and if it can read mine, how do i do that?